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  2. Pseudo-R-squared - Wikipedia

    en.wikipedia.org/wiki/Pseudo-R-squared

    The last value listed, labelled “r2CU” is the pseudo-r-squared by Nagelkerke and is the same as the pseudo-r-squared by Cragg and Uhler. Pseudo-R-squared values are used when the outcome variable is nominal or ordinal such that the coefficient of determination R 2 cannot be applied as a measure for goodness of fit and when a likelihood ...

  3. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).

  4. Numerical methods for linear least squares - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    It can therefore be important that considerations of computation efficiency for such problems extend to all of the auxiliary quantities required for such analyses, and are not restricted to the formal solution of the linear least squares problem. Matrix calculations, like any other, are affected by rounding errors. An early summary of these ...

  5. Least squares - Wikipedia

    en.wikipedia.org/wiki/Least_squares

    The result of fitting a set of data points with a quadratic function Conic fitting a set of points using least-squares approximation. In regression analysis, least squares is a parameter estimation method based on minimizing the sum of the squares of the residuals (a residual being the difference between an observed value and the fitted value provided by a model) made in the results of each ...

  6. Cramer's rule - Wikipedia

    en.wikipedia.org/wiki/Cramer's_rule

    In linear algebra, Cramer's rule is an explicit formula for the solution of a system of linear equations with as many equations as unknowns, valid whenever the system has a unique solution. It expresses the solution in terms of the determinants of the (square) coefficient matrix and of matrices obtained from it by replacing one column by the ...

  7. Regularized least squares - Wikipedia

    en.wikipedia.org/wiki/Regularized_least_squares

    Regularized least squares (RLS) is a family of methods for solving the least-squares problem while using regularization to further constrain the resulting solution. RLS is used for two main reasons. The first comes up when the number of variables in the linear system exceeds the number of observations.

  8. Weighted least squares - Wikipedia

    en.wikipedia.org/wiki/Weighted_least_squares

    For this feasible generalized least squares (FGLS) techniques may be used; in this case it is specialized for a diagonal covariance matrix, thus yielding a feasible weighted least squares solution. If the uncertainty of the observations is not known from external sources, then the weights could be estimated from the given observations.

  9. Difference of two squares - Wikipedia

    en.wikipedia.org/wiki/Difference_of_two_squares

    The formula for the difference of two squares can be used for factoring polynomials that contain the square of a first quantity minus the square of a second quantity. For example, the polynomial can be factored as follows: = (+) = (+) (+) As a second example, the first two terms of + can be factored as (+) (), so we have:

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